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Authors,
please upload your paper here.
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NATIONAL BUREAU OF ECONOMIC
RESEARCH, INC.
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Market Microstructure
Meeting
Supported by the NASDAQ OMX Educational Foundation
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Tarun Chordia,
Amit Goyal, Bruce
Lehmann, Gideon Saar, and Avanidhar Subrahmanyam, Organizers
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December 6, 2013
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Royal Sonesta
Hotel
Charles Suites, East Tower
40 Edwin H. Land Blvd.
Cambridge, MA
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PROGRAM
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Thursday, December 5:
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7:00
pm
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Group
Dinner Dante Restaurant, Royal Sonesta
Hotel
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Friday, December 6:
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8:15
am
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Continental
Breakfast
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8:45
am
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Songzi Du, Simon Fraser University
Haoxiang Zhu, Massachusetts Institute of Technology
Dynamic Ex Post Equilibrium, Welfare, and Optimal
Trading Frequency in Double Auctions
Discussant: Lawrence Glosten, Columbia University
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9:35
am
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Break
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9:50 am
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Bart Zhou Yueshen, Tinbergen Institute
Queuing Uncertainty
Discussant: Sophie Moinas,
University of Toulouse
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10:40
am
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Break
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10:55 am
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Chen Yao, University of Warwick
Mao Ye, University of Illinois
Price Constraints, Speed Competition, and Liquidity
Discussant: Charles Jones, Columbia
University
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11:45
am
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Lunch
Ballroom B, West Tower
Speaker: Michael Piwowar, U.S. Securities and
Exchange Commission
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1:30 pm
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Jonathan Brogaard, University of Washington
Bjorn Hagstromer, Stockholm University School of
Business
Lars Norden, Stockholm University School of
Business
Ryan Riordan, University of Ontario Institute of Technology
Trading Fast and Slow: Colocation and Market Quality
Discussant: Lawrence Harris,
University of Southern California
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2:20
pm
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Break
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2:35 pm
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Bastian von Beschwitz, INSEAD
Donald Keim, University of Pennsylvania
Massimo Massa, INSEAD
Media-Driven High Frequency
Trading: Evidence from News Analytics
Discussant: Joseph Engelberg,
University of California at San Diego
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3:25
pm
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Break
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3:40 pm
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Sabrina Buti, University of Toronto
Francesco Consonni, Bocconi
University
Barbara Rindi, Bocconi
University
Ingrid Werner, Ohio State University
Sub-Penny and Queue-Jumping
Discussant: Carole Comerton-Forde,
University of Melbourne
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4:30 pm
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Adjourn
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